Dynamic industry uncertainty networks and the business cycle
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DOI: 10.1016/j.jedc.2023.104793
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- Jozef Barunik & Mattia Bevilacqua & Robert Faff, 2021. "Dynamic industry uncertainty networks and the business cycle," Papers 2101.06957, arXiv.org, revised Mar 2021.
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Keywords
Financial uncertainty; Industry network; Options market; Business cycle;All these keywords.
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